+43.8%
GH vs DUOL
+9.2%
+34.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +3.0% | +0.9% |
| 7D | -0.1% | +5.1% | -5.1% | -1.4% |
| 30D | -1.1% | +14.1% | -15.2% | -5.0% |
| 3M | +21.3% | +41.5% | -20.2% | +8.8% |
| 6M | +73.5% | +60.6% | +12.9% | +48.1% |
| YTD | +58.0% | -12.0% | +70.0% | +58.2% |
| 1Y | +163.1% | -43.4% | +206.4% | +188.8% |
| 3Y | +361.0% | +3.7% | +357.3% | +250.5% |
| 5Y | +22.5% | -5.3% | +27.8% | -26.3% |
| All | +43.8% | +9.2% | +34.6% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DUOL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling